-13.3%
TSLA vs GH
+80.5%
-93.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.7% | +0.3% | -2.6% |
| 7D | -4.7% | -7.7% | +3.0% | -3.3% |
| 30D | +1.7% | -10.0% | +11.7% | +3.5% |
| 3M | +17.7% | +5.5% | +12.2% | +15.8% |
| 6M | -1.9% | +84.9% | -86.8% | -13.0% |
| YTD | -14.3% | +65.0% | -79.4% | -22.7% |
| 1Y | -13.3% | +71.8% | -85.1% | -23.8% |
| All | -13.3% | +80.5% | -93.8% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling